I bought a song from itunes store but couldn't download it to my iphone 5s

I bought a song from itunes store. The song is on my "purchased items" list and "not on my iphone" list. I tried to download it several times but the song still appears on the "not on my iphone list" and I couldn't find it in my music app.

I upgraded to ios 8.4 and started the free trial of Apple Music, not sure if it is a bug in the new ios that caused my problem.